Aggressive Target Experiment 1

Asset Allocation

Position	Category/Sector	Target Weight
AVGO Broadcom Inc.	Technology	1.06%
CBOE Cboe Global Markets, Inc.	Financial Services	11.20%
GL Globe Life Inc.	Financial Services	0.08%
HWM Howmet Aerospace Inc.	Industrials	15.25%
LDOS Leidos Holdings, Inc.	Technology	4.65%
NFLX Netflix, Inc.	Communication Services	2.66%
NVDA NVIDIA Corporation	Technology	0.08%
PLTR Palantir Technologies Inc.	Technology	12.43%
PM Philip Morris International Inc.	Consumer Defensive	2.21%
RTX Raytheon Technologies Corporation	Industrials	2.79%
STX Seagate Technology plc	Technology	10.40%
T AT&T Inc.	Communication Services	18.84%
TPR Tapestry, Inc.	Consumer Cyclical	12.08%
VST Vistra Corp.	Utilities	6.26%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Aggressive Target Experiment 1, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every week.

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The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Aggressive Target Experiment 1	0.14%	-2.30%	12.02%	13.05%	70.14%	68.22%	38.39%	—
Portfolio components:
T AT&T Inc.	0.07%	-1.19%	15.38%	7.25%	5.08%	19.93%	10.68%	5.53%
HWM Howmet Aerospace Inc.	-2.66%	-10.11%	13.56%	21.91%	74.20%	76.13%	49.29%	31.18%
PLTR Palantir Technologies Inc.	1.34%	0.84%	-16.48%	-20.63%	69.77%	160.69%	45.12%	—
TPR Tapestry, Inc.	-2.18%	-8.32%	10.81%	22.94%	91.66%	52.62%	31.33%	16.51%
CBOE Cboe Global Markets, Inc.	3.45%	-4.76%	15.80%	20.70%	30.61%	30.74%	25.22%	17.47%
STX Seagate Technology plc	1.47%	20.27%	56.18%	69.29%	408.53%	91.95%	44.92%	34.94%
VST Vistra Corp.	-1.81%	-6.38%	-6.16%	-25.19%	19.47%	87.75%	56.62%	—
LDOS Leidos Holdings, Inc.	1.80%	-11.87%	-11.74%	-17.27%	12.18%	20.84%	11.92%	17.23%
RTX Raytheon Technologies Corporation	0.77%	-4.99%	7.34%	18.61%	49.85%	27.70%	23.21%	16.59%
NFLX Netflix, Inc.	3.25%	0.98%	5.23%	-15.13%	5.46%	41.49%	12.83%	25.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 1, 2020, Aggressive Target Experiment 1's average daily return is +0.16%, while the average monthly return is +3.41%. At this rate, your investment would double in approximately 1.7 years.

Historically, 73% of months were positive and 27% were negative. The best month was Nov 2020 with a return of +33.2%, while the worst month was Sep 2022 at -9.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Aggressive Target Experiment 1 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Apr 4, 2025 at -7.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.88%	9.68%	-4.03%	1.47%									12.02%
2025	10.06%	7.03%	-4.01%	8.13%	12.02%	9.06%	4.91%	1.08%	9.68%	0.37%	0.23%	0.57%	75.79%
2024	3.48%	16.30%	2.06%	-3.51%	9.92%	2.01%	4.92%	5.97%	10.50%	3.33%	16.25%	-3.27%	89.69%
2023	10.72%	-1.52%	3.38%	-2.91%	5.36%	7.32%	3.69%	-3.42%	-2.23%	0.58%	15.02%	2.74%	44.01%
2022	-5.49%	0.67%	-0.44%	-6.40%	3.00%	-5.74%	8.27%	-7.82%	-9.63%	11.30%	4.82%	-2.13%	-11.35%
2021	4.51%	2.07%	4.76%	5.85%	1.27%	1.51%	-3.04%	1.81%	-3.72%	3.17%	-4.48%	4.87%	19.46%

Benchmark Metrics

Aggressive Target Experiment 1 has an annualized alpha of 31.36%, beta of 0.97, and R² of 0.62 versus S&P 500 Index. Calculated based on daily prices since October 01, 2020.

This portfolio captured 176.66% of S&P 500 Index gains but only 41.90% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 31.36% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.97 and R² of 0.62, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 31.36%

Beta: 0.97

R²: 0.62

Upside Capture: 176.66%

Downside Capture: 41.90%

Expense Ratio

Aggressive Target Experiment 1 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Aggressive Target Experiment 1 ranks 98 for risk / return — in the top 98% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	3.26	0.88	+2.38
Sortino ratio Return per unit of downside risk	3.95	1.37	+2.59
Omega ratio Gain probability vs. loss probability	1.59	1.21	+0.38
Calmar ratio Return relative to maximum drawdown	5.74	1.39	+4.35
Martin ratio Return relative to average drawdown	27.21	6.43	+20.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
T AT&T Inc.	43	0.23	0.46	1.06	0.19	0.42
HWM Howmet Aerospace Inc.	91	2.19	2.81	1.38	4.78	14.61
PLTR Palantir Technologies Inc.	74	1.22	1.79	1.24	1.99	4.80
TPR Tapestry, Inc.	90	2.19	2.50	1.39	5.10	14.24
CBOE Cboe Global Markets, Inc.	78	1.38	1.89	1.24	2.93	7.43
STX Seagate Technology plc	99	6.32	4.87	1.66	18.67	51.89
VST Vistra Corp.	52	0.35	0.85	1.11	0.70	1.47
LDOS Leidos Holdings, Inc.	54	0.42	0.75	1.11	0.84	2.67
RTX Raytheon Technologies Corporation	87	1.79	2.31	1.36	3.44	14.23
NFLX Netflix, Inc.	42	0.16	0.48	1.06	0.14	0.30

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Aggressive Target Experiment 1 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 3.26
5-Year: 1.87
All Time: 2.26

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Aggressive Target Experiment 1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Aggressive Target Experiment 1 provided a 1.29% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.29%	1.45%	1.95%	2.61%	2.83%	2.61%	3.11%	2.63%	3.08%	2.43%	10.80%	2.85%
Portfolio components:
T AT&T Inc.	3.92%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%
HWM Howmet Aerospace Inc.	0.20%	0.21%	0.24%	0.31%	0.25%	0.13%	0.05%	0.39%	1.42%	0.88%	40.49%	1.22%
PLTR Palantir Technologies Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TPR Tapestry, Inc.	1.10%	1.17%	2.14%	3.53%	2.89%	1.23%	1.09%	5.01%	3.00%	3.06%	3.85%	4.13%
CBOE Cboe Global Markets, Inc.	0.96%	1.08%	1.21%	1.18%	1.56%	1.38%	1.68%	1.12%	1.19%	0.83%	1.30%	1.36%
STX Seagate Technology plc	0.68%	1.05%	3.27%	3.28%	5.32%	2.40%	4.21%	4.27%	6.53%	6.02%	6.60%	6.14%
VST Vistra Corp.	0.60%	0.56%	0.63%	2.13%	3.12%	2.64%	2.75%	2.17%	0.00%	0.00%	14.97%	0.00%
LDOS Leidos Holdings, Inc.	1.05%	0.90%	1.07%	1.35%	1.37%	1.57%	1.29%	1.35%	2.43%	1.98%	29.17%	3.41%
RTX Raytheon Technologies Corporation	1.39%	1.46%	2.14%	2.76%	2.14%	2.33%	21.21%	1.96%	2.66%	2.13%	2.39%	2.66%
NFLX Netflix, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Aggressive Target Experiment 1. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Aggressive Target Experiment 1 was 25.18%, occurring on Sep 30, 2022. Recovery took 168 trading sessions.

The current Aggressive Target Experiment 1 drawdown is 3.61%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-25.18%	Nov 8, 2021	226	Sep 30, 2022	168	Jun 2, 2023	394
-18.55%	Feb 19, 2025	33	Apr 4, 2025	19	May 2, 2025	52
-8.14%	Aug 1, 2023	40	Sep 26, 2023	27	Nov 2, 2023	67
-7.72%	Mar 5, 2026	18	Mar 30, 2026	—	—	—
-7.69%	Jun 14, 2021	25	Jul 19, 2021	78	Nov 5, 2021	103

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 8.31, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	CBOE	PM	T	LDOS	NFLX	VST	PLTR	GL	RTX	NVDA	STX	TPR	AVGO	HWM	Portfolio
Benchmark	1.00	0.16	0.27	0.23	0.39	0.51	0.42	0.53	0.46	0.43	0.68	0.56	0.54	0.69	0.57	0.75
CBOE	0.16	1.00	0.17	0.16	0.17	0.11	0.07	0.00	0.23	0.17	0.03	0.02	0.05	0.03	0.10	0.20
PM	0.27	0.17	1.00	0.36	0.21	0.10	0.11	0.01	0.33	0.25	0.01	0.16	0.21	0.07	0.22	0.25
T	0.23	0.16	0.36	1.00	0.22	0.10	0.12	0.07	0.35	0.26	-0.04	0.13	0.20	-0.01	0.22	0.39
LDOS	0.39	0.17	0.21	0.22	1.00	0.10	0.26	0.15	0.37	0.43	0.11	0.20	0.18	0.16	0.37	0.38
NFLX	0.51	0.11	0.10	0.10	0.10	1.00	0.19	0.42	0.13	0.13	0.46	0.24	0.24	0.43	0.27	0.42
VST	0.42	0.07	0.11	0.12	0.26	0.19	1.00	0.25	0.24	0.27	0.31	0.30	0.25	0.32	0.42	0.50
PLTR	0.53	0.00	0.01	0.07	0.15	0.42	0.25	1.00	0.15	0.18	0.49	0.33	0.35	0.44	0.31	0.70
GL	0.46	0.23	0.33	0.35	0.37	0.13	0.24	0.15	1.00	0.44	0.12	0.28	0.36	0.20	0.47	0.44
RTX	0.43	0.17	0.25	0.26	0.43	0.13	0.27	0.18	0.44	1.00	0.15	0.27	0.32	0.22	0.58	0.48
NVDA	0.68	0.03	0.01	-0.04	0.11	0.46	0.31	0.49	0.12	0.15	1.00	0.43	0.34	0.67	0.37	0.51
STX	0.56	0.02	0.16	0.13	0.20	0.24	0.30	0.33	0.28	0.27	0.43	1.00	0.40	0.49	0.38	0.61
TPR	0.54	0.05	0.21	0.20	0.18	0.24	0.25	0.35	0.36	0.32	0.34	0.40	1.00	0.37	0.46	0.66
AVGO	0.69	0.03	0.07	-0.01	0.16	0.43	0.32	0.44	0.20	0.22	0.67	0.49	0.37	1.00	0.40	0.53
HWM	0.57	0.10	0.22	0.22	0.37	0.27	0.42	0.31	0.47	0.58	0.37	0.38	0.46	0.40	1.00	0.68
Portfolio	0.75	0.20	0.25	0.39	0.38	0.42	0.50	0.70	0.44	0.48	0.51	0.61	0.66	0.53	0.68	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2020

Aggressive Target Experiment 1

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table